-20.2%
LRCX vs ES
+7.5%
-27.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.3% | +4.7% | +7.6% |
| 7D | +6.5% | +0.1% | +6.4% | +7.2% |
| 30D | -23.8% | +6.7% | -30.5% | -17.7% |
| 3M | -24.2% | +0.3% | -24.5% | -21.9% |
| 6M | -20.2% | +7.4% | -27.6% | -14.2% |
| All | -20.2% | +7.5% | -27.7% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling